CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
0.7604 |
0.7676 |
0.0072 |
0.9% |
0.7609 |
High |
0.7696 |
0.7678 |
-0.0018 |
-0.2% |
0.7696 |
Low |
0.7589 |
0.7624 |
0.0035 |
0.5% |
0.7550 |
Close |
0.7671 |
0.7639 |
-0.0033 |
-0.4% |
0.7671 |
Range |
0.0107 |
0.0055 |
-0.0053 |
-49.1% |
0.0145 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
384 |
65 |
-319 |
-83.1% |
1,155 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7810 |
0.7779 |
0.7668 |
|
R3 |
0.7756 |
0.7724 |
0.7653 |
|
R2 |
0.7701 |
0.7701 |
0.7648 |
|
R1 |
0.7670 |
0.7670 |
0.7643 |
0.7658 |
PP |
0.7647 |
0.7647 |
0.7647 |
0.7641 |
S1 |
0.7615 |
0.7615 |
0.7634 |
0.7604 |
S2 |
0.7592 |
0.7592 |
0.7629 |
|
S3 |
0.7538 |
0.7561 |
0.7624 |
|
S4 |
0.7483 |
0.7506 |
0.7609 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8075 |
0.8019 |
0.7751 |
|
R3 |
0.7930 |
0.7873 |
0.7711 |
|
R2 |
0.7784 |
0.7784 |
0.7698 |
|
R1 |
0.7728 |
0.7728 |
0.7684 |
0.7756 |
PP |
0.7639 |
0.7639 |
0.7639 |
0.7653 |
S1 |
0.7582 |
0.7582 |
0.7658 |
0.7611 |
S2 |
0.7493 |
0.7493 |
0.7644 |
|
S3 |
0.7348 |
0.7437 |
0.7631 |
|
S4 |
0.7202 |
0.7291 |
0.7591 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7696 |
0.7550 |
0.0145 |
1.9% |
0.0061 |
0.8% |
61% |
False |
False |
167 |
10 |
0.7722 |
0.7550 |
0.0172 |
2.3% |
0.0058 |
0.8% |
51% |
False |
False |
223 |
20 |
0.7789 |
0.7550 |
0.0239 |
3.1% |
0.0064 |
0.8% |
37% |
False |
False |
197 |
40 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0063 |
0.8% |
25% |
False |
False |
271 |
60 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0059 |
0.8% |
25% |
False |
False |
230 |
80 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
20% |
False |
False |
194 |
100 |
0.8000 |
0.7469 |
0.0531 |
7.0% |
0.0057 |
0.7% |
32% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7910 |
2.618 |
0.7821 |
1.618 |
0.7766 |
1.000 |
0.7733 |
0.618 |
0.7712 |
HIGH |
0.7678 |
0.618 |
0.7657 |
0.500 |
0.7651 |
0.382 |
0.7644 |
LOW |
0.7624 |
0.618 |
0.7590 |
1.000 |
0.7569 |
1.618 |
0.7535 |
2.618 |
0.7481 |
4.250 |
0.7392 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7651 |
0.7640 |
PP |
0.7647 |
0.7640 |
S1 |
0.7643 |
0.7639 |
|